ICT-FinD-Lab/alphagen
A quantitative trading system that generates formulaic stock alpha factors using reinforcement learning and LLM-based iterative optimization.

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AlphaGen applies reinforcement learning and symbolic regression to automatically generate predictive stock factors (alphas) for quantitative trading strategies. The system includes a dedicated alphagen_llm module that integrates LLM clients to assist in iterative alpha factor generation using prompts. The core approach trains an RL agent to search the space of mathematical expressions that predict stock returns.